The Spaniard won the 2005 and 2006 titles for Renault, but has failed to add to that tally since and is set to finish second in the championship to Sebastian Vettel for the third time in four seasons.
"In this last four years I fought for three world championships, which is sad in a way because you are close to winning, but on the other hand I'm extremely proud," said Alonso.
"I'm doing the best form and the best races of my life in these years, so when I go to bed I am extremely proud."
Alonso still has a mathematical chance of winning the world championship but Vettel will be crowned if he finishes in the top five in India this weekend.
But the Spaniard insists that enduring four years without a title for Ferrari is not a disappointment and only the remarkable form of Red Bull has denied him.
"When I signed for Ferrari, it was a dream come true," he said.
"I knew that I would have the possibility to fight for world championships, maybe get it, maybe not because this is sport and anything can happen.
"Three times I fought for the world championship, so it is more or less as expected.
"If I didn't get it, it's not exactly mathematics - there was one team and one driver better than us in these four years. They deserve it and we congratulate them."
Alonso stressed that he has not given up hope of winning a third world championship and has plenty of time to do so.
"Obviously, I would like to win and I am still 32, so it's not like the last year of my career.
"I am sure that I will have more opportunities. I would like to win more championships."